5.60Open4.04Pre Close1 Volume0 Open Interest17.00Strike Price560.00Turnover97.47%IV2.68%PremiumDec 20, 2024Expiry Date5.01Intrinsic Value100Multiplier23DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.8830Delta0.0365Gamma4.08Leverage Ratio-0.0247Theta0.0088Rho3.60Eff Leverage0.0108Vega